+19.1%
PFE vs XLC
+142.6%
-123.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.2% |
| 7D | -2.7% | +0.6% | -3.2% | -2.9% |
| 30D | +3.8% | +0.2% | +3.6% | +3.8% |
| 3M | +10.4% | +0.6% | +9.7% | +10.0% |
| 6M | +6.3% | -4.5% | +10.8% | +7.8% |
| YTD | +17.4% | -4.7% | +22.1% | +19.1% |
| 1Y | +21.1% | -1.7% | +22.8% | +21.5% |
| 3Y | -1.6% | +72.3% | -73.9% | -20.9% |
| 5Y | -22.2% | +37.8% | -59.9% | -31.9% |
| All | +19.1% | +142.6% | -123.6% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling